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Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis in Climate Research Lecce, Italy October 15, 2009
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Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

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Page 1: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Hydrologic trend analysis

Dennis P. LettenmaierDepartment of Civil and Environmental Engineering

University of Washington

GKSS School on Statistical Analysis in Climate Research

Lecce, Italy

October 15, 2009

Page 2: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Outline of this talk

1. Water cycle observations

2. Long-term trend analysis of hydrologic variables1. Nonparametric approach (seasonal Man n Kendall)

2. Examples

3. Some pitfalls in trend analysis

3. Analysis and trends in hydrologic extremes

Page 3: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

1. Water cycle observations

• Land surface water balance

• Atmospheric water balance

• Land surface and atmospheric water and energy balances both contain evapotranspiration (with a multiplier)

Page 4: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Precipitation measurement (dominant hydrological forcing)

• In situ methods use gauges (essentially points)– Issues with representativeness, changes of instrumentation in time, biases

(see Phil Jones lecture)– Wind catch deficiency is critical problem for solid precipitation, of

somewhat lesser (but not necessarily negligible) magnitude– Small scale spatial variability (tends to average out with time)

• Surface radars– Provides near spatially continuous coverage– Terrain blockage issues, also tilt angle, other issues– Complications in producing climate quality records

• Remote sensing– Indirect (aside from TRMM radar)– Sampling issues aside from geostationary– Solid precipitation issues

Page 5: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Stream discharge (streamflow) measurement

Stage (water height), not discharge is measured. Discharge is derived via a (usually power law) rating curve derived from discrete stage and discharge measurements, applied to time-continuous stage measurements

Visuals courtesy USGS

Page 6: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Snow Water Equivalent (SWE) measurement – manual snow courses

Visuals courtesy NRCS

Page 7: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

SWE measurement – automated snow pillows

Typical SnoTEL installation Enhanced SnoTEL installation

Visuals courtesy NRCS

Page 8: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Other hydrological variables• Soil moisture

– few climate quality observations with consistent observation methods– In situ methods are complicated by short scale (as small as 1 m) spatial variability

• Evapotranspiration– Most common long-term measurement is pan evaporation, which can be considered a rough

index to potential (not actual) evapotranspiration– Flux towers (AmeriFlux, EuroFlux, FluxNet) provide estimates of latent heat flux (essentially

actual evapotranspiration) via either eddy correlation or Bowen ratio methods. However, record lengths are short from a climatological perspective, and generally not of trend quality

• Groundwater– Relatively few well observations of long length that are not affected by management

(withdrawals)– Satellite (GRACE) data provide an alternative over large areas, but record is short (less than a

decade), and measurement is effectively all changes in moisture content (atmospheric, soil moisture, lakes, etc)

• Lakes and wetlands– Very few records suitable for trend analysis– Some work on high latitude lakes (surface area) from remote sensing

• Glaciers– Relatively small number of glaciers have detailed mass balance records, but many changes are

not subtle– Changes in area are generally easier to detect than storage (and are amenable to visible satellite

imagery with record lengths exceeding 30 years– Satellite altimetry (e.g. ICESAT) provides basis for storage estimates, but record lengths are

short

Page 9: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Hydrologic data characteristics• Precipitation: usually measured as accumulations over time, statistics are

characterized by intermittency and high Cv and skewness for accumulation intervals < multiple days. Correlation lengths increase with accumulation intervals, generally greater for winter (synoptic scales events) than summer (convective); skewness and Cv decrease with accumulation intervals (and intemittency vanishes)

• Streamflow: Most variable of land surface fluxes; can be intermittent for short accumulation intervals in arid areas and in some cases small drainage areas. Controls include precipitation and evaporative demand, but also land surface characteristics and drainage areas. It is an areal integrator. Spatial correlation lengths usually longer than for precipitation.

• Evapotranspiration: Least variable of three major land surface hydrologic fluxes. Near-direct measurement difficult, and mostly applicable to points, large area estimates from remote sensing (essentially indirect/model), or by difference

• Soil moisture: Few long-term observations available, most viable approach (not without shortcomings) is model reconstruction

• Groundwater: Few long-term observations available that are not dominated by management effects; large area estimates (which include other storage terms) now possible via satellite microgravity (GRACE)

• Snow water equivalent: Point measurements from snow courses (now increasingly replaced with automated snow pillows)

Page 10: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

2.1 Hydrologic trend analysis – nonparametric approaches

Page 11: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Testing for Trends

Ho: Distribution (F) of R.V. Xt is same for all t

H1: F changes systematically with time

We may also want to describe the amount or rate of change, in property (e.g. central tendency) of the distribution

Page 12: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Parametric vs Nonparametric statistics

Parametric: Assume the distribution of Xt (often Gaussian)

Nonparametric: Form of distribution not assumed (but often are some assumptions, e.g. common distribution aside from change in central tendency)

Nonparametric tests are usually more robust to violation of assumptions that must be made for parametric tests, however when parametric tests are appropriate, the range of quantitative inferences that can be made is usually greater

Page 13: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Monotonic Trend: Continuing (and not reversing) with time

Parametric test example: linear regression (with time)

Nonparametric test examples: Kendall’s tau; spearman’s rho (essentially rank correlation with time)

Step Trend: One-time change, of fixed amountParametric test example: t-testNon-parametric test example: Mann

Whitney

Page 14: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Kendall’s Tau ()• Tau () measures the strength of the monotonic

relationship between X and Y. Tau is a rank-based procedure and is therefore resistant to the effect of a small number of unusual values.

• Because depends only on the ranks of the data and not the values themselves, there are adjustments for missing or censored data (essentially treated as ties) – tests work with a “limited amount of” such data

• In general, for linear associations, < r. Strong linear correlations of r > 0.9 corresponds to > 0.7.

• For trend test, Y can be time

Page 15: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

• The test statistic S measures the monotonic dependence of X on t:

– S = P - M

– where : P = # of (+), the # of times the X’s increase with t, or the # of Xi < Xj for all ti < tj (“concordant pairs”).

– M = # of (-), the # of times the X’s decrease with t, or the number of Xi > Xj for all ti <tj (“discordant pairs”).

– i = 1, 2, … (n-1); and j = (i+1), …, n.

• There are n(n-1)/2 possible comparisons to be made among the n data pairs. If all y values increased along the x values, S = n(n-1)/2. In this situation, = +1, and vice versa. Therefore dividing S by n(n-1)/2 will give a -1 < < +1.

• Adjustment can be made for ties (missing or censored data)

Page 16: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

is defined as :

• Critical value of S can be determined by enumerating the discrete distribution of S, when the data are randomly ranked with time

• For n > about 10, there is a large sample approximation to the test statistic; for smaller values, tables of the exact distribution are available

2/)1(

nnS

Page 17: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Key assumptions for Kendall’s tau (or Mann-Kendall test)

• Common distribution of Xt (most importantly homoscedastic)

• Independence (no temporal correlation)

Page 18: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Large sample approximation• The large sample approximation Zs is given by:

• And, Zs = 0, if S = 0, and where:

• The null hypothesis is rejected at significance level if Zs > Zcrit where Zcrit is the critical value of the standard normal distribution with probability of exceedance of /2 (i.e., S is approximately normally distributed with mean 0).

0if1 S

SZ

ss

0if1 S

SZ

ss

)52)(1)(18/( nnns

Page 19: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Kendall slope estimator

Med {(Xj-Xi)/(tj-ti)} for all j>I

Page 20: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Seasonality effects

Usually result in violation of key assumption, as

distributions of most hydrologic (and climatic)

variables change with season

One approach is to “homogenize” time series e.g.

by seasonal transformation (can be left with issues

as to seasonally varying correlation)

Page 21: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

where ti is number of ties in season i

From Hirsch et al (1982)

Seasonal Kendall Test (per Hirsch et al, 1982)

Page 22: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.
Page 23: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Absent missing data (note that g is season index, p is number of seasons):

Where rgh is Spearman’s rho (rank correlation) between seasons g and h

Page 24: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

From Hirsch et al (1982)

Page 25: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

2.2 Examples

Page 26: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Minimum flowIncreaseNo changeDecrease

Mann Kendall analysis -- annual minimum flow from 1941-70 to 1971-99

Visual courtesy Bob Hirsch, figure from McCabe & Wolock, GRL, 2002

Page 27: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

About 50% of the 400 sites show an increase in annual median flow from 1941-71 to 1971-99

Median flowIncreaseNo changeDecrease

Visual courtesy Bob Hirsch, figure from McCabe & Wolock, GRL, 2002

Page 28: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

About 10% of the 400 sites show an increase in annual maximum flow from 1941-71 to 1971-99

Maximum flowIncreaseNo changeDecrease

Visual courtesy Bob Hirsch, figure from McCabe & Wolock, GRL, 2002

Page 29: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

USGS streamgage annual flood peak records used in study (all >=100 years)

Visual courtesy Bob Hirsch

Page 30: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Number of statistically significant increasing and decreasing trends in U.S. streamflow (of 395 stations) by quantile (from Lins and Slack, 1999)

Page 31: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Annual hydroclimatic trends over the continental U.S., 1948-88

from Lettenmaier et al, 1994

Page 32: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Monthly streamflow trends over the continental U.S., 1948-88

from Lettenmaier et al, 1994

Page 33: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Estimated spatial correlation functions (anisotropic)

Page 34: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Field significance levels (from Lettenmaier et al, 1994)

Page 35: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Model Runoff Annual Trends

• 1925-2003 period selected to account for model initialization effects

• Positive trends dominate (~28% of model domain vs ~1% negative trends)

Positive +

Negative

Drought trends in the continental U.S. – from Andreadis and Lettenmaier (GRL, 2006)

Page 36: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

HCN Streamflow Trends• Trend direction and significance in streamflow data from HCN

have general agreement with model-based trends

Subset of stations was used (period 1925-2003)

Positive (Negative) trend at 109 (19) stations

Page 37: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Soil Moisture Annual Trends

• Positive trends for ~45% of CONUS (1482 grid cells)

• Negative trends for ~3% of model domain (99 grid cells)

Positive +

Negative

Page 38: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

2.3 Pitfalls in trend analysis

1) Spurious trends (e.g., changes in instruments; site-specific effects). Solution: understand the data and adjust as necessary; evaluate spatial consistency of trends (site specific effects should not have a spatial signature)

2) Multiple comparison problem (“fishing expeditions”). Solution: test field significance; pre-specify the tests, time periods, etc to be tested.

3) Strong conclusions from short record lengths (e.g. satellite data)

Page 39: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

References

Fowler, H.J., and C.G. Kilsby, 2003. A regional frequency analysis of United Kingdom extreme rainfall from 1961 to 2000, International Journal of Climatology 23, 1313-1334.

Hirsch, R.M., J.R. Slack, and R.A. Smith, 1982. Techniques of trend analysis for monthly water quality data, Water Resources Research 18, 107-121.

Hirsch, R.M., and J.R. Slack, 1984. A nonparametric trend test for seasonal data with serial dependence, Water Resources Research 20, 727-732.

Lettenmaier, D.P., E.F. Wood, and J.R. Wallis, 1994. Hydro-climatological trends in the continental U.S., 1948-88, Journal of Climate 7, 586-607.

Livezey, R.E., and W.E. Chen, 1983. Statistical field significance and its determination by Monte Carlo techniques, Monthly Weather Review 111, 46-59.

Page 40: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

3. Analysis and trends in hydrological extremes

Page 41: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Probability weighted moments and L-moments

Page 42: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Clearwater River flood frequency distribution (from Linsley et al 1975)

Page 43: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Fitted flood frequency distribution, Potomac River at Pt of Rocks, MD

Visual courtesy Tim Cohn, USGS

Page 44: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Problems with traditional fitting methods –mixed distributions

Page 45: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Pecos River flood frequency distribution (from Kochel et al, 1988)

Page 46: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Inferred elasticity (“sensitivity”) of extreme floods with respect to MAP as a function of return period (from regional flood frequency equations)

QT = K Ab1 * Pb2

dQ/Q)/dP/P = dln[Qp]/dln[P] = b2

Page 47: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

JANUARY FLOODS

JANUARY 12, 2009

When disaster becomes routineCrisis repeats as nature’s buffers disappear

Disaster Declarations

Federal Emergency Management Agency disaster declarations in King County in

connection with flooding:

January 1990

November 1990

December 1990

November 1995

February 1996

December 1996

March 1997

November 2003

December 2006

December 2007Mapes 2009

Page 48: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Urban Stormwater InfrastructureUrban Stormwater Infrastructure

Urbonas and Roesner 1993

Minor Infrastructure

Roadside swales, gutters, and sewers typically designed to convey runoff events of 2- or 5-year return periods.

Major Infrastructure

Larger flood control structures designed to manage 50- or 100-year events.

Page 49: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

ObjectivesObjectives

1. What are the historical trends in precipitation extremes across Washington State?

2. What are the projected trends in precipitation extremes over the next 50 years in the state’s urban areas?

3. What are the likely consequences of future changes in precipitation extremes on urban stormwater infrastructure?

Page 50: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Literature ReviewLiterature Review

Page 51: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Literature ReviewLiterature Review

Karl and Knight 1998

• 10% increase in total precip (nationally) since 1910

• Mostly due to trends in highest 10% of daily events

Kunkel et al. 1999, 2003

• 16% increase in frequency of 7-day extremes (nationally) from 1931-96

• Some frequencies nearly as high at beginning of 20th century as at end of 20th century

• No significant trend found for Pacific Northwest

Page 52: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Literature ReviewLiterature Review

Madsen and Figdor 2007

• Statistically significant increase of 30% in frequency of extreme precipitation in Washington from 1948-2006

• Statistically significant increase of 45% in Seattle

• Statistically significant decrease of 14% in Oregon

• Non-significant increase of 1% in Idaho

Page 53: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Literature ReviewLiterature Review

Two main drawbacks with prior research:

• Not focused on sub-daily extremes most critical to urban stormwater infrastructure

• Not focused on changes in event intensity most critical to urban stormwater infrastructure

Page 54: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Literature ReviewLiterature Review

Fowler and Kilsby 2003

• Used “regional frequency analysis” to determine changes in design storm magnitudes from 1960

to 2000 in the United Kingdom

• Employed framework that we adapted for our study

Page 55: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Historical Precipitation Historical Precipitation AnalysisAnalysis

Page 56: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Study LocationsStudy Locations

Page 57: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Visual InspectionVisual Inspection

• Divided precipitation records into two 25-year time periods (1956-1980 and 1981-2005).

• Compared annual maxima between two periods at storm durations ranging from 1 hour to 10 days.

• Time series of 1-hour and 24-hour annual maxima on following six slides for SeaTac, Spokane, and

Portland Airports (shown in color, with other stations in each region shown in gray).

Page 58: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

1-Hour Annual Maxima at SeaTac1-Hour Annual Maxima at SeaTac

Avg at airport = 0.34” Avg at airport = 0.36”

Page 59: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

1-Hour Annual Maxima at Spokane1-Hour Annual Maxima at Spokane

Avg at airport = 0.36” Avg at airport = 0.36”

Page 60: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

1-Hour Annual Maxima at Portland1-Hour Annual Maxima at Portland

Avg at airport = 0.39” Avg at airport = 0.40”

Page 61: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

24-Hour Annual Maxima at SeaTac24-Hour Annual Maxima at SeaTac

Avg at airport = 2.00”

Avg at airport = 2.48”

Page 62: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

24-Hour Annual Maxima at Spokane24-Hour Annual Maxima at Spokane

Avg at airport = 1.04” Avg at airport = 1.12”

Page 63: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

24-Hour Annual Maxima at Portland24-Hour Annual Maxima at Portland

Avg at airport = 1.95” Avg at airport = 1.97”

Page 64: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Regional Frequency AnalysisRegional Frequency Analysis

Principle:

• Annual precipitation maxima from all sites in a region can be described by common probability distribution after site data are divided by their at-site means.

• Larger pool of data results in more robust estimates of design storm magnitudes, particularly for longer return periods.

Page 65: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Regional Frequency AnalysisRegional Frequency Analysis

Methods:

• Annual maxima divided by at-site means.

• Regional growth curves fit to standardized data using method of L-moments.

• Site-specific GEV distributions obtained by multiplying growth curves by at-site means.

• Design storm changes calculated for various return periods.

• Sample procedure shown on following slides.

Page 66: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

1. Annual maxima calculated for each station in region.1. Annual maxima calculated for each station in region.

Average = 2.00”Average = 2.48”

Page 67: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

2. Each station’s time series divided by at site mean.2. Each station’s time series divided by at site mean.

Average = 1 Average = 1

Page 68: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

3.3. Standardized annual maxima pooled and plotted using Standardized annual maxima pooled and plotted using Weibull plotting position.Weibull plotting position.

Page 69: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

4.4. Regional growth curves fitted using method of L-moments. Regional growth curves fitted using method of L-moments.

Page 70: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

5.5. Site-specific GEV distributions obtained by multiplying Site-specific GEV distributions obtained by multiplying regional growth curves by at-site means. regional growth curves by at-site means.

Page 71: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

6.6. Probability distributions checked against original at-site Probability distributions checked against original at-site annual maximaannual maxima

Page 72: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

7.7. Changes in design storms calculated for various return Changes in design storms calculated for various return periods.periods.

+37%

+30%

Change in Average Annual Maximum = +25%

Page 73: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Statistical SignificanceStatistical Significance

• General indication of how likely a sample statistic is to have occurred by chance.

• We tested for:

→ differences in means (Wilcoxon rank-sum)

→ differences in distributions (Kolmogorov-Smirnov)

→ non-zero temporal trends (Mann-Kendall)• Tests performed at a 5% significance level.

Page 74: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Historical AnalysisResults of Historical Analysis

Changes in average annual maxima between 1956–1980 and 1981–2005:

SeaTac Spokane Portland

1-hour +7% -1% +4%

3-hour +14% +1% -7%

6-hour +13% +1% -8%

24-hour +25% +7% +2%

5-day +13% -10% -5%

10-day +7% -4% -10%

*

* Statistically significant for difference in means

Page 75: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Decadal changes in regional growth curves, UK 1961-2000

from Fowler and Kilsby, 2003

Page 76: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Future PrecipitationFuture PrecipitationProjectionsProjections

Page 77: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Global Climate ModelsGlobal Climate Models

ECHAM5

• Developed at Max Planck Institute for Meteorology (Hamburg, Germany)

• Used to simulate the A1B scenario in our study

CCSM3

• Developed at National Center for AtmosphericResearch (NCAR; Boulder, Colorado)

• Used to simulate the A2 scenario in our study

Page 78: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Global Climate ModelsGlobal Climate Models

Mote et al 2005

ECHAM5

CCSM3

Page 79: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Dynamical DownscalingDynamical Downscaling

Courtesy Eric Salathé

Global ModelGlobal Model Regional ModelRegional Model

Page 80: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Future AnalysisResults of Future Analysis

SeaTac Spokane Portland

1-hour +16% +10% +11%

24-hour +19% +4% +5%

1-hour -5% -7% +2%

24-hour +15% +22% +2%

* Statistically significant for difference in means and distributions, and non-zero temporal trends

EC

HA

M5

CC

SM

3

* *

* *

Changes in average annual maximum precipitation

between 1970–2000 and 2020–2050:

Page 81: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Future Runoff Future Runoff SimulationsSimulations

Page 82: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Overview: Bias CorrectionBias Correction and Statistical DownscalingBias Correction and Statistical Downscaling

• Performed at the grid point from each simulation that was closest to SeaTac

• Bias corrected data used to drive hydrologic model

Area (ac)

Imp Area

Thornton 7140 29%

Juanita 4352 34%

Page 83: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Overview: Bias CorrectionBias Correction and Statistical Downscaling Bias Correction and Statistical Downscaling of hourly precipitationof hourly precipitation

• Raw RCM output differs from observed record in both frequency of events and amounts of precipitation.

• For example, from 1970 to 2000 for SeaTac Airport:

- CCSM3/A2 simulation resulted in 11,734 hours of nonzero precipitation for a total of 225 inches during the month of January,

- Observations recorded 4144 hours of nonzero precipitation for a total of 162 inches during the months of January.

Page 84: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Overview: Bias CorrectionBias Correction and Statistical DownscalingBias Correction and Statistical Downscaling

• Despite biases in modeled data, projections may still prove useful if interpreted relative to the modeled

climatology rather than the observed climatology.

• Performed separately for each calendar month.

Page 85: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Overview: Bias CorrectionBias Correction and Statistical DownscalingBias Correction and Statistical Downscaling

• Procedure based on probability mapping as described by Wilkes (2006) and Wood et al. (2002):

1. Simulated 1970–2000 data truncated so that each month had the same number of nonzero hourly values as the corresponding observed record.

2. Simulated 2020–2050 data truncated with same thresholds.

3. Monthly totals recalculated, and Weibull plotting position used to map those totals from the modeled empirical cumulative distribution function (eCDF) to those from the observed eCDF.

4. Modeled hourly values rescaled to add up to new monthly totals.

5. New hourly values mapped from their eCDF to the hourly values from the observed eCDF, and once again rescaled to add up to the monthly totals derived in the first mapping step.

Page 86: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Overview: Bias CorrectionBias Correction and Statistical DownscalingBias Correction and Statistical Downscaling

• Raw RCM output differs from observed record in both frequency of events and amounts of precipitation.

• Despite these biases, projections may still prove useful if interpreted relative to the simulated climatology rather than the observed climatology.

Page 87: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Overview: Bias CorrectionBias Correction and Statistical DownscalingBias Correction and Statistical Downscaling

• Procedure based on probability mapping as described by Wilks (2006) and Wood et al. (2002)

• Performed at the grid point from each simulation that is closest to SeaTac

• Bias corrected data used to drive hydrologic model in Thornton and Juanita Creek watersheds.

Page 88: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

• 7590 (11,734 - 4144) hours w/ smallest amounts of nonzero precip eliminated from 1970–2000 simulated record, coinciding w/ a truncation threshold of 0.012”.

• Any hour during the 2020–2050 simulated record w/ a nonzero precip of less than 0.012” also eliminated (6824 out of 10,322, for a remainder of 3498 hours).

Overview: Bias CorrectionStep 1: Truncate simulated data so that each month has the same Step 1: Truncate simulated data so that each month has the same number of nonzero hourly values from 1970 to 2000 as the observed data. number of nonzero hourly values from 1970 to 2000 as the observed data.

Observed

1970-2000

4144

11,734

Hours of Nonzero Precipitation in January

10,322

CCSM3

1970-2000

CCSM3

2020-2050

Observed

1970-2000

4144

CCSM3

1970-2000

CCSM3

2020-2050

41443498

Page 89: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

• Corresponding precipitation total reduced from 5724 mm to 5272 mm from 1970 to 2000, and from 4960 mm to 4573 mm from 2020 to 2050.

Overview: Bias CorrectionStep 1: ContinuedStep 1: Continued

Observed

1970-2000

4118 mm

5724 mm

Total Precipitation in January

4960 mm

CCSM3

1970-2000

CCSM3

2020-2050

Observed

1970-2000

5272 mm4573 mm

CCSM3

1970-2000

CCSM3

2020-2050

4118 mm

Page 90: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Step 2: Recalculate simulated monthly totals, and map those totals from Step 2: Recalculate simulated monthly totals, and map those totals from the simulated eCDF of 1970-2000 to the observed eCDF of 1970-2000.the simulated eCDF of 1970-2000 to the observed eCDF of 1970-2000.

• Simulated monthly totals replaced with values having the same nonexceedance probabilities, with respect to the observed climatology, that they have with respect to the simulated climatology. Simulated hourly values rescaled to add up to new monthly totals.

0.01 0.1 0.3 0.5 0.7 0.9 0.99 0

50

100

150

200

250

300

350

400

450

500

Nonexceedance Probability

Tot

al M

onth

ly P

reci

pita

tion

(mm

)

Monthly Empirical CDF for January

obs (1970-2000)

simraw (1970-2000)simraw (2020-2050)

0.01 0.1 0.3 0.5 0.7 0.9 0.99 0

50

100

150

200

250

300

350

400

450

500

Nonexceedance Probability

Tot

al M

onth

ly P

reci

pita

tion

(mm

)

Monthly Empirical CDF for January

obs (1970-2000)

simcor (1970-2000)simcor (2020-2050)

Page 91: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Step 3: Map new hourly values from simulated eCDF of 1970-2000 to Step 3: Map new hourly values from simulated eCDF of 1970-2000 to the observed eCDF of 1970-2000.the observed eCDF of 1970-2000.

• Simulated hourly values replaced with values having the same nonexceedence probabilities, with respect to the observed climatology, that they have with respect to the simulated climatology. Hourly values again rescaled to add up to monthly totals derived in the first mapping step.

0.001 0.01 0.1 0.3 0.5 0.7 0.9 0.99 0.99910

-1

100

101

102

Nonexceedance Probability

Hou

rly P

reci

pita

tion

(mm

)

Hourly Empirical CDF for January

obs (1970-2000)

simcor (1970-2000)simcor (2020-2050)

0.001 0.01 0.1 0.3 0.5 0.7 0.9 0.99 0.99910

-1

100

101

102

Nonexceedance Probability

Hou

rly P

reci

pita

tion

(mm

)

Hourly Empirical CDF for January

obs (1970-2000)

simraw (1970-2000)simraw (2020-2050)

Page 92: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Step 4: Recalculate annual maxima at durations ranging from 1-hr to Step 4: Recalculate annual maxima at durations ranging from 1-hr to 10-days10-days

• New simulated annual maxima roughly match observed annual maxima from 1970 to 2000

1.01 1.1 1.5 2 5 10 20 30 40 50 100 20

30

40

50

60

70

80

90

100

110

Return Interval (years)

Pre

cip

ita

tio

n (

mm

)

Generalized Extreme Value Distributions of 12-Hour Annual Maxima

obs fit (1970-2000)simraw fit (1970-2000)simraw fit (2020-2050)

0.01 0.1 0.3 0.5 0.7 0.9 0.99

Nonexceedance Probability

1.01 1.1 1.5 2 5 10 20 30 40 50 100 20

30

40

50

60

70

80

90

100

110

Return Interval (years)

Pre

cip

ita

tio

n (

mm

)

Generalized Extreme Value Distributions of 12-Hour Annual Maxima

obs fit (1970-2000)simcor fit (1970-2000)simcor fit (2020-2050)

0.01 0.1 0.3 0.5 0.7 0.9 0.99

Nonexceedance Probability

Page 93: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Bias CorrectionResults of Bias Correction

Raw Bias Corrected Bias

1-hour -19% -7%

24-hour +11% -2%

1-hour -33% -13%

24-hour -22% +3%

EC

HA

M5

CC

SM

3

Improvements to bias of average annual maximum:

Page 94: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Bias CorrectionResults of Bias Correction

Raw Change Corrected Change

1-hour +16% +14%

24-hour +19% +28%

1-hour -5% -6%

24-hour +15% +14%

EC

HA

M5

CC

SM

3

Comparison of changes in average annual maximum between 1970–2000 and 2020–2050:

*

* Statistically significant for difference in means and distributions, and non-zero temporal trends

*

* *

Page 95: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Bias-Correction (CCSM3/A2Results of Bias-Correction (CCSM3/A2))

Page 96: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Bias-Correction (ECHAM5/A1BResults of Bias-Correction (ECHAM5/A1B))

Page 97: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Hydrologic ModelHydrologic Model

• Used HSPF (Hydrologic Simulation Program – Fortran), a continuous rainfall-runoff model that has been regionally validated and endorsed by EPA, USGS, FEMA, and WA-DOE for several decades.

• Primary inputs are hourly precipitation, daily potential evapotranspiration.

• Typically accurate given calibration with good contemporaneous precipitation and flow data.

Page 98: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Thornton CreekThornton Creek

Bypass PipeBypass Pipe

Page 99: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Thornton CreekThornton Creek

Historical to Future Change in Peak Flow

-10%

0%

10%

20%

30%

40%

50%

60%

Av

g. C

ha

ng

e 2

-yr

to 5

0-y

r

CCSM3-WRF

ECHAM5-WRF

Kramer Ck135 ac

South Branch 2294 ac

North Branch4143 ac

Thornton Ck7140 ac

Changes in Average Streamflow Annual Maxima (1970-2000 to 2020-2050)

Page 100: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Results of Hydrologic ModelingResults of Hydrologic Modeling

Changes in average streamflow annual maxima at outlet of watershed between 1970-2000 and 2020-2050:

Juanita Creek Thornton Creek

CCSM3 +25% +55%

ECHAM5 +11% +28%

* Statistically significant for difference in means

**

Page 101: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

The November SurpriseThe November Surprise

JAN FEB MAR APR

MAY JUN JUL AUG

SEP OCT NOV DEC

Courtesy Eric Salathé

NOV

Page 102: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

INCREASE?

25-yr 24-hr Design Storms at SeaTac25-yr 24-hr Design Storms at SeaTac

VARIABILITY?ECHAM5?

CCSM3?

Page 103: Hydrologic trend analysis Dennis P. Lettenmaier Department of Civil and Environmental Engineering University of Washington GKSS School on Statistical Analysis.

Concluding thoughts on hydrologic extremes

• Much of the work in the climate literature on “extremes” doesn’t really deal with events that are extreme enough to be relevant to risk analysis (typically estimated from the annual maximum series)

• Regional frequency analysis methods help to filter the natural variability in station data

• Decadal scale differences in flood risk are detectable in the historical record, to what extent are these manifestations of decadal (vs long-term) climate variability?

• RCMs help to make extremes information more regionally specific, but nonetheless contain information that may be “smoother” than observations

• Extent to which RCM-derived changes in projections of extremes are controlled by GCM-level extremes is unclear

• Use of ensemble approaches is badly needed, however RCM computational requirements presently precludes this